+26.8%
PL vs DLTR
+13.7%
+13.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.9% | +15.3% | +11.7% |
| 7D | -6.8% | -2.0% | -4.8% | -6.8% |
| 30D | -29.3% | +12.8% | -42.1% | -32.3% |
| 3M | -44.8% | +1.1% | -45.9% | -45.5% |
| 6M | -68.4% | +35.9% | -104.3% | -71.9% |
| YTD | -36.4% | +6.6% | -43.0% | -39.2% |
| 1Y | +0.7% | +28.6% | -27.9% | -9.3% |
| 3Y | +455.3% | +14.0% | +441.3% | +391.7% |
| 5Y | +22.7% | +19.2% | +3.5% | +13.1% |
| All | +26.8% | +13.7% | +13.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling